+100.8%
EOG vs INVH
+75.4%
+25.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.6% |
| 30D | +2.9% | -7.5% | +10.5% | +5.8% |
| 3M | +8.7% | -5.5% | +14.3% | +10.8% |
| 6M | +12.9% | +11.7% | +1.2% | +7.6% |
| YTD | +43.8% | +1.3% | +42.5% | +41.7% |
| 1Y | +27.1% | -6.1% | +33.1% | +28.7% |
| 3Y | +25.9% | -9.8% | +35.7% | +27.6% |
| 5Y | +177.9% | -19.7% | +197.6% | +189.9% |
| All | +100.8% | +75.4% | +25.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling